Filtering water

I think our fridge may need a new gswf. (That would be a water filter.) We haven't changed the filter on our ice maker/water dispenser since we bought it. I'm not really sure where I would look to check that. It should be on the door, right? Somewhere near the water unit thingy? Maybe I'll get my husband to search for it. It has to be on the freezer side of the fridge and that is just too cold for me to deal with!